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EconWPA / Econometrics Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Latest citations and documents published in this series in EconPapers.
Most cited documents in this series: (1) RePEc:wpa:wuwpem:9903003 Model uncertainty in cross-country growth regressions (2001). EconWPA / Econometrics (2) RePEc:wpa:wuwpem:0110002 Model uncertainty in cross-country growth regressions (2001). EconWPA / Econometrics (3) RePEc:wpa:wuwpem:9711002 A RESIDUAL-BASED TEST OF THE NULL OF COINTEGRATION IN PANEL DATA (1997). EconWPA / Econometrics (4) RePEc:wpa:wuwpem:9902001 Firm Level Investment in France and the United States: An Exploration of What We Have Learned in Twenty Years (1999). EconWPA / Econometrics (5) RePEc:wpa:wuwpem:9605004 Real and Spurious Long Memory Properties of Stock Market Data (1996). EconWPA / Econometrics (6) RePEc:wpa:wuwpem:0308001 Tests of Conditional Predictive Ability (2003). EconWPA / Econometrics (7) RePEc:wpa:wuwpem:9602009 Bootstrap Methods in Econometrics: Theory and Numerical Performance (1996). EconWPA / Econometrics (8) RePEc:wpa:wuwpem:0206006 Confidence Statements for Efficiency Estimates from Stochastic Frontier Models (2002). EconWPA / Econometrics (9) RePEc:wpa:wuwpem:9602005 A Single-Blind Controlled Competition among Tests for Nonlinearity and Chaos (1996). EconWPA / Econometrics (10) RePEc:wpa:wuwpem:9610003 Bootstrap Methods For Covariance Structures (1996). EconWPA / Econometrics (11) RePEc:wpa:wuwpem:9612002 Valid Confidence Intervals and Inference in the Presence of Weak Instruments (1996). EconWPA / Econometrics (12) RePEc:wpa:wuwpem:9309001 SEMIPARAMETRIC ESTIMATION OF REGRESSION MODELS FOR PANEL DATA (1993). EconWPA / Econometrics (13) RePEc:wpa:wuwpem:9510001 Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions (1995). EconWPA / Econometrics (14) RePEc:wpa:wuwpem:0408002 Simulation-based estimation of peer effects (2004). EconWPA / Econometrics (15) RePEc:wpa:wuwpem:9812001 Cointegration and Forward and Spot Exchange Rate Regressions (1998). EconWPA / Econometrics (16) RePEc:wpa:wuwpem:9812002 Bayesian and Classical Approaches to Instrumental Variables Regression (1998). EconWPA / Econometrics (17) RePEc:wpa:wuwpem:0004003 Simulating the Impact of Policy upon Chronic and Transitory Poverty in Rural Pakistan (2000). EconWPA / Econometrics (18) RePEc:wpa:wuwpem:0511004 Bibliographic portrait of the Gini concentration ratio (2005). EconWPA / Econometrics (19) RePEc:wpa:wuwpem:9603001 Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable (1996). EconWPA / Econometrics (20) RePEc:wpa:wuwpem:9703001 On the Estimation and Inference of a Cointegrated Regression in Panel Data (1997). EconWPA / Econometrics (21) RePEc:wpa:wuwpem:0412008 Predictive Regressions: A Reduced-Bias Estimation Method (2004). EconWPA / Econometrics (22) RePEc:wpa:wuwpem:0305004 Long memory and the relation between implied and realized volatility (2003). EconWPA / Econometrics (23) RePEc:wpa:wuwpem:9502005 Unit Root Tests and the Burden of Proof (1995). EconWPA / Econometrics (24) RePEc:wpa:wuwpem:9805003 Martingales, Nonlinearity, and Chaos (1998). EconWPA / Econometrics (25) RePEc:wpa:wuwpem:0303006 ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the New Phillips Curve) (2003). EconWPA / Econometrics (26) RePEc:wpa:wuwpem:0201001 Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture (2002). EconWPA / Econometrics (27) RePEc:wpa:wuwpem:9804001 Benchmark Priors for Bayesian Model Averaging (1999). EconWPA / Econometrics (28) RePEc:wpa:wuwpem:9411003 Using Expectations Data to Study Subjective Income Expectations (1994). EconWPA / Econometrics (29) RePEc:wpa:wuwpem:0411016 Non-stationarities in stock returns (2004). EconWPA / Econometrics (30) RePEc:wpa:wuwpem:0311007 EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST (2003). EconWPA / Econometrics (31) RePEc:wpa:wuwpem:9612001 The Power of Single Equation Tests for Cointegration when the Cointegrating Vector is Prespecified. (1996). EconWPA / Econometrics (32) RePEc:wpa:wuwpem:9712002 A Monte Carlo Comparison of Tests for Cointegration in Panel Data (1997). EconWPA / Econometrics (33) RePEc:wpa:wuwpem:0403006 Characterising the Business Cycle for Accession Countries (2004). EconWPA / Econometrics (34) RePEc:wpa:wuwpem:9710002 Using Wavelets to Obtain a Consistent Ordinary Least Squares Estimator of the Long Memory Parameter (1997). EconWPA / Econometrics (35) RePEc:wpa:wuwpem:9411002 ELICITING STUDENT EXPECTATIONS OF THE RETURNS TO SCHOOLING (1994). EconWPA / Econometrics (36) RePEc:wpa:wuwpem:0511005 A fresh look at the topical interest of the Gini concentration ratio (2005). EconWPA / Econometrics (37) RePEc:wpa:wuwpem:9502002 Regime Switching in Stock Market Returns (1995). EconWPA / Econometrics (38) RePEc:wpa:wuwpem:0503017 An intuitive guide to wavelets for economists (2005). EconWPA / Econometrics (39) RePEc:wpa:wuwpem:9611003 Nonparametric Estimation of a Survivor Function with Across- Interval-Censored Data (1996). EconWPA / Econometrics (40) RePEc:wpa:wuwpem:0505001 Does Telecommuting Reduce Vehicle-miles Traveled? An Aggregate Time Series Analysis for the U. S. (2005). EconWPA / Econometrics (41) RePEc:wpa:wuwpem:9603004 Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures (1996). EconWPA / Econometrics (42) RePEc:wpa:wuwpem:0108003 Lag Length Estimation in Large Dimensional Systems (2001). EconWPA / Econometrics (43) RePEc:wpa:wuwpem:0412006 Estimating Long Memory in Volatility (2004). EconWPA / Econometrics (44) RePEc:wpa:wuwpem:0505002 The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models (2005). EconWPA / Econometrics (45) RePEc:wpa:wuwpem:0509017 Exponential Tilting with Weak Instruments: Estimation and Testing (2005). EconWPA / Econometrics (46) RePEc:wpa:wuwpem:0303004 ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the New Phillips Curve) (2003). EconWPA / Econometrics (47) RePEc:wpa:wuwpem:0203001 Robust Estimation with Discrete Explanatory Variables (2002). EconWPA / Econometrics (48) RePEc:wpa:wuwpem:0410003 A Dynamic Fixed Effects Model for Heterogeneous Panel Data (2004). EconWPA / Econometrics (49) RePEc:wpa:wuwpem:9610002 STOCHASTIC VOLATILITY: LIKELIHOOD INFERENCE AND COMPARISON WITH ARCH MODELS (1996). EconWPA / Econometrics (50) RePEc:wpa:wuwpem:0304002 Powerful Trend Function Tests That are Robust to Strong Serial Correlation with an Application to the Prebisch Singer Hypothesis (2003). EconWPA / Econometrics Latest citations received in: | 2003 | 2002 | 2001 | 2000 Latest citations received in: 2003 (1) RePEc:boc:bocoec:571 Evaluation and Combination of Conditional Quantile Forecasts (2003). Boston College Department of Economics / Boston College Working Papers in Economics (2) RePEc:ces:ceswps:_990 Small Sample Properties of Forecasts from Autoregressive Models under Structural Breaks (2003). CESifo GmbH / CESifo Working Paper Series (3) RePEc:cpr:ceprdp:3997 Model Uncertainty, Thick Modelling and the Predictability of Stock Returns (2003). C.E.P.R. Discussion Papers / CEPR Discussion Papers (4) RePEc:dgr:eureir:2003315 Selecting a nonlinear time series model using weighted tests of equal forecast accuracy (2003). Erasmus University Rotterdam, Econometric Institute / Econometric Institute Report (5) RePEc:fip:fedgfe:2003-40 Volatility puzzles: a unified framework for gauging return-volatility regressions (2003). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series (6) RePEc:fip:fednsr:163 Forecasting in large macroeconomic panels using Bayesian Model Averaging (2003). Federal Reserve Bank of New York / Staff Reports (7) RePEc:lec:leecon:04/16 Forecasting in Large Macroeconomic Panels using Bayesian Model Averaging (2003). Department of Economics, University of Leicester / Discussion Papers in Economics (8) RePEc:rut:rutres:200309 Forecasting economic and financial time-series with non-linear models (2003). Rutgers University, Department of Economics / Departmental Working Papers (9) RePEc:wpa:wuwpem:0307003 New Technology Stock Market Indexes Contagion: A VAR-dccMVGARCH Approach (2003). EconWPA / Econometrics (10) RePEc:wpa:wuwpem:0307004 Should Stock Market Indexes Time Varying Correlations Be Taken Into Account? A Conditional Variance Multivariate Approach (2003). EconWPA / Econometrics (11) RePEc:wpa:wuwpma:0311008 Common and idiosyncratic shocks to labor productivity across sectors and countries: Is climate relevant? (2003). EconWPA / Macroeconomics Latest citations received in: 2002 (1) RePEc:crt:wpaper:0205 Evaluating the Impact of Public and Private Agricultural Extension on Farms Performance: A Non-neutral Stochastic Frontier Approach (2002). University of Crete, Department of Economics / Working Papers (2) RePEc:lic:licosd:12302 Are EU Candidate Countries Ready for the Single Market? Comparing Performance with an EU Benchmark (2002). LICOS - Centre for Institutions and Economic Performance, K.U.Leuven / LICOS Discussion Papers (3) RePEc:wpa:wuwpem:0201001 Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture (2002). EconWPA / Econometrics (4) RePEc:wpa:wuwpem:0206005 Selection Procedures for Order Statistics in Empirical Economic Studies (2002). EconWPA / Econometrics (5) RePEc:wpa:wuwpem:0206007 Tables of Percentage Points of the k-Variate Normal Distribution for Large Values of k (2002). EconWPA / Econometrics Latest citations received in: 2001 (1) RePEc:lsu:lsuwpp:2006-01 Initial Conditions, European Colonialism and Africas Growth (2001). Department of Economics, Louisiana State University / Departmental Working Papers (2) RePEc:wdi:papers:2001-416 Data Watch: Research Data from Transition Economies (2001). William Davidson Institute at the University of Michigan Stephen M. Ross Business School / William Davidson Institute Working Papers Series (3) RePEc:wpa:wuwpem:0110003 Bayesian Modelling of Catch in a Northwest Atlantic Fishery (2001). EconWPA / Econometrics Latest citations received in: 2000 Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results. Source data used to compute the impact factor of RePEc series. |
